+208.6%
KNX vs RACE
+647.6%
-439.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.9% | +5.7% | +4.4% |
| 7D | +7.4% | -2.5% | +9.9% | +8.3% |
| 30D | +2.0% | +0.8% | +1.2% | +1.6% |
| 3M | -7.9% | +17.2% | -25.0% | -13.1% |
| 6M | +14.4% | +13.6% | +0.8% | +8.7% |
| YTD | +38.9% | +12.2% | +26.7% | +32.2% |
| 1Y | +65.9% | -16.3% | +82.2% | +73.2% |
| 3Y | +35.8% | +36.4% | -0.6% | +15.2% |
| 5Y | +43.3% | +95.0% | -51.6% | +4.7% |
| 10Y | +179.6% | +813.2% | -633.6% | +28.1% |
| All | +208.6% | +647.6% | -439.0% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RACE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling